Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 27 710 | 27 710 | 27 249 | 27 249 | 96 015 CHF | 96 287 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 27 860 | 27 860 | 27 685 | 27 685 | 94 927 CHF | 95 204 CHF | 98,92% | 98,92% |
18/11/2024 | 0,29% | 3,50 CHF | 3,51 CHF | 27 700 | 27 700 | 27 547 | 27 547 | 95 777 CHF | 96 053 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 27 930 | 27 930 | 27 961 | 27 961 | 96 650 CHF | 96 930 CHF | 72,02% | 72,02% |
14/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 27 680 | 27 680 | 27 547 | 27 547 | 95 913 CHF | 96 189 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 95 658 CHF | 95 935 CHF | 98,62% | 98,62% |
12/11/2024 | 0,28% | 3,49 CHF | 3,50 CHF | 27 730 | 27 730 | 27 226 | 27 226 | 96 549 CHF | 96 821 CHF | 99,71% | 99,71% |
11/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 27 200 | 27 200 | 27 138 | 27 138 | 96 975 CHF | 97 247 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,50 CHF | 3,51 CHF | 27 770 | 27 770 | 27 484 | 27 484 | 96 565 CHF | 96 840 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 27 240 | 27 240 | 26 944 | 26 944 | 98 327 CHF | 98 596 CHF | 100,00% | 100,00% |